市场存量择时的小市值策略:年化收益率（13.58%）
基于市场存量择时的小市值策略
概要
核心指标
- 累计收益率: 114.53%
- 年化收益率: 13.58%
- 基准收益率: 7.17%
- 阿尔法: 0.12
- 夏普比率: 0.61
- 最大回撤: 19.32%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-12 | 锦江航运(601083.SH) | 12.133638983051 | 0 | 2 | 12.1 | 0 | -1834.41/-0.854% |
| 2026-03-12 | 润本股份(603193.SH) | 22.586773684211 | 0 | 2 | 22.38 | 0 | 125.65/0.059% |
| 2026-03-12 | 聚力文化(002247.SZ) | 3.1109329496403 | 0 | 2 | 3.02 | 0 | -1454.84/-0.673% |
| 2026-03-12 | 湘佳股份(002982.SZ) | 15.204559859155 | 0 | 2 | 15.11 | 0 | -64.75/-0.03% |
| 2026-03-12 | 中机认检(301508.SZ) | 32.769827692308 | 0 | 2 | 31.95 | 0 | -2143.88/-1.006% |
| 2026-03-12 | 三态股份(301558.SZ) | 8.7426219512195 | 0 | 2 | 8.59 | 0 | -2278.5/-1.059% |
| 2026-03-12 | 敷尔佳(301371.SZ) | 23.967187777778 | 0 | 2 | 23.71 | 0 | -1144.69/-0.531% |
| 2026-03-12 | 红四方(603395.SH) | 31.189353623188 | 0 | 2 | 32.32 | 0 | -340.54/-0.158% |
| 2026-03-12 | 中集环科(301559.SZ) | 18.585574137931 | 0 | 2 | 18.37 | 0 | 1791.34/0.831% |
| 2026-03-12 | 热威股份(603075.SH) | 23.387014130435 | 0 | 2 | 22.8 | 0 | -3008.53/-1.398% |
交易详情
| 2026-03-12 | 润本股份(603193.SH) | 卖 | -9500 | 22.5 | -213750 | ¥277.88 | -824.35 |
| 2026-03-12 | 中机认检(301508.SZ) | 卖 | -6500 | 32.48 | -211120 | ¥274.46 | -1883.88 |
| 2026-03-12 | 敷尔佳(301371.SZ) | 卖 | -9000 | 23.84 | -214560 | ¥278.93 | -1144.69 |
| 2026-03-12 | 锦江航运(601083.SH) | 卖 | -17700 | 12.1 | -214170 | ¥278.42 | -595.41 |
| 2026-03-12 | 中集环科(301559.SZ) | 卖 | -11600 | 18.61 | -215876 | ¥280.64 | 283.34 |
| 2026-03-12 | 红四方(603395.SH) | 卖 | -6900 | 31.17 | -215073 | ¥279.59 | -133.54 |
| 2026-03-12 | 热威股份(603075.SH) | 卖 | -9200 | 23.03 | -211876 | ¥275.44 | -3284.53 |
| 2026-03-12 | 三态股份(301558.SZ) | 卖 | -24600 | 8.64 | -212544 | ¥276.31 | -2524.5 |
| 2026-03-12 | 湘佳股份(002982.SZ) | 卖 | -14200 | 15.36 | -218112 | ¥283.55 | 2207.25 |
| 2026-03-12 | 聚力文化(002247.SZ) | 卖 | -69500 | 3.1 | -215450 | ¥280.09 | -759.84 |
